CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4773 |
1.4851 |
0.0078 |
0.5% |
1.4587 |
| High |
1.4874 |
1.4944 |
0.0070 |
0.5% |
1.4816 |
| Low |
1.4758 |
1.4836 |
0.0078 |
0.5% |
1.4578 |
| Close |
1.4820 |
1.4903 |
0.0083 |
0.6% |
1.4718 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0238 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
122,454 |
247,927 |
125,473 |
102.5% |
1,164,529 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5218 |
1.5169 |
1.4962 |
|
| R3 |
1.5110 |
1.5061 |
1.4933 |
|
| R2 |
1.5002 |
1.5002 |
1.4923 |
|
| R1 |
1.4953 |
1.4953 |
1.4913 |
1.4978 |
| PP |
1.4894 |
1.4894 |
1.4894 |
1.4907 |
| S1 |
1.4845 |
1.4845 |
1.4893 |
1.4870 |
| S2 |
1.4786 |
1.4786 |
1.4883 |
|
| S3 |
1.4678 |
1.4737 |
1.4873 |
|
| S4 |
1.4570 |
1.4629 |
1.4844 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5418 |
1.5306 |
1.4849 |
|
| R3 |
1.5180 |
1.5068 |
1.4783 |
|
| R2 |
1.4942 |
1.4942 |
1.4762 |
|
| R1 |
1.4830 |
1.4830 |
1.4740 |
1.4886 |
| PP |
1.4704 |
1.4704 |
1.4704 |
1.4732 |
| S1 |
1.4592 |
1.4592 |
1.4696 |
1.4648 |
| S2 |
1.4466 |
1.4466 |
1.4674 |
|
| S3 |
1.4228 |
1.4354 |
1.4653 |
|
| S4 |
1.3990 |
1.4116 |
1.4587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4944 |
1.4670 |
0.0274 |
1.8% |
0.0124 |
0.8% |
85% |
True |
False |
217,051 |
| 10 |
1.4944 |
1.4479 |
0.0465 |
3.1% |
0.0124 |
0.8% |
91% |
True |
False |
230,464 |
| 20 |
1.4944 |
1.4479 |
0.0465 |
3.1% |
0.0123 |
0.8% |
91% |
True |
False |
225,525 |
| 40 |
1.4944 |
1.4091 |
0.0853 |
5.7% |
0.0127 |
0.8% |
95% |
True |
False |
138,631 |
| 60 |
1.4944 |
1.4010 |
0.0934 |
6.3% |
0.0125 |
0.8% |
96% |
True |
False |
92,608 |
| 80 |
1.4944 |
1.3844 |
0.1100 |
7.4% |
0.0120 |
0.8% |
96% |
True |
False |
69,521 |
| 100 |
1.4944 |
1.3753 |
0.1191 |
8.0% |
0.0115 |
0.8% |
97% |
True |
False |
55,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5403 |
|
2.618 |
1.5227 |
|
1.618 |
1.5119 |
|
1.000 |
1.5052 |
|
0.618 |
1.5011 |
|
HIGH |
1.4944 |
|
0.618 |
1.4903 |
|
0.500 |
1.4890 |
|
0.382 |
1.4877 |
|
LOW |
1.4836 |
|
0.618 |
1.4769 |
|
1.000 |
1.4728 |
|
1.618 |
1.4661 |
|
2.618 |
1.4553 |
|
4.250 |
1.4377 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4899 |
1.4872 |
| PP |
1.4894 |
1.4840 |
| S1 |
1.4890 |
1.4809 |
|